By default, tempdb is placed on the same drive that SQL Server is installed on. You might not want this, often because the engine will be installed on a relatively small applications partition rather than on a bigger (and perhaps differently RAIDed etc) data partition. This article, based on a tech-recipe, describes how to move tempdb's files.
From an SSMS query window (connected to the required server), run
ALTER DATABASE tempdb MODIFY FILE (NAME = tempdev, FILENAME = '<NewLocation>\tempdb.mdf'); GO ALTER DATABASE tempdb MODIFY FILE (NAME = templog, FILENAME = '<NewLocation>\templog.ldf'); GO
Restart SQL Server
Double-check that tempdb has moved as required:
SELECT name , physical_name -- will show files in new location FROM sys.master_files WHERE database_id = DB_ID('tempdb');